BAC 期权链 Bank of America Corporation
Cboe delayed options data · 截至 17:03 UTC
每行对应一个行权价。左半部分为call,右半部分为put。买价/卖价为买卖双方当前报价;成交量为本交易日已成交合约数;未平仓量为持仓合约数。高亮行最接近当前股价。
本到期日定价的波动幅度约为 ±13.0% (43.91–57.04) · ATM IV 25.3% · P/C 未平仓量 1.18
| 看涨期权 | 行权价 | 认沽期权 | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 买价 | 提问 | 成交量 | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | 买价 | 提问 | 成交量 | OI | IV | Δ | Γ | Θ | |
| 22.60 | 23.15 | 1 | 56 | 52.2% | 0.99 | 0.0017 | 0.000 | 28 | 0 | 0.1200 | 146 | 43.6% | -0.01 | 0.0020 | -0.001 | |
| 20.65 | 22.00 | 24 | 61.6% | 0.99 | 0.0026 | 0.000 | 30 | 0.0200 | 0.1400 | 236 | 40.7% | -0.02 | 0.0030 | -0.002 | ||
| 17.70 | 19.15 | 24 | 53.6% | 0.98 | 0.0047 | -0.000 | 33 | 0.0800 | 0.2000 | 1,519 | 37.6% | -0.03 | 0.0052 | -0.002 | ||
| 15.70 | 17.20 | 81 | 47.6% | 0.97 | 0.0069 | -0.001 | 35 | 0.1500 | 0.2000 | 12 | 1,266 | 34.6% | -0.04 | 0.0075 | -0.003 | |
| 12.90 | 14.20 | 2 | 40.3% | 0.94 | 0.0118 | -0.003 | 38 | 0.2600 | 0.4000 | 2 | 1,450 | 32.5% | -0.07 | 0.0126 | -0.004 | |
| 11.20 | 12.15 | 40 | 36.5% | 0.91 | 0.0164 | -0.004 | 40 | 0.3900 | 0.5000 | 11 | 4,504 | 30.2% | -0.10 | 0.0173 | -0.006 | |
| 8.45 | 9.65 | 66 | 32.8% | 0.85 | 0.0255 | -0.006 | 43 | 0.8200 | 0.8700 | 106 | 2,269 | 28.8% | -0.16 | 0.0264 | -0.007 | |
| 6.90 | 7.95 | 2,392 | 30.8% | 0.79 | 0.0328 | -0.008 | 45 | 1.17 | 1.24 | 16 | 3,211 | 27.5% | -0.22 | 0.0336 | -0.009 | |
| 5.50 | 6.30 | 474 | 28.9% | 0.72 | 0.0401 | -0.009 | 47 | 1.69 | 1.75 | 3 | 7,077 | 26.6% | -0.29 | 0.0409 | -0.010 | |
| 3.65 | 3.80 | 19 | 2,017 | 25.2% | 0.59 | 0.0488 | -0.010 | 50 | 2.79 | 2.89 | 131 | 6,226 | 25.5% | -0.43 | 0.0499 | -0.011 |
| 2.43 | 2.57 | 107 | 2,523 | 24.4% | 0.46 | 0.0512 | -0.010 | 52.5 | 3.70 | 4.15 | 1 | 8,723 | 23.2% | -0.56 | 0.0532 | -0.010 |
| 1.57 | 1.63 | 128 | 5,694 | 23.9% | 0.34 | 0.0483 | -0.009 | 55 | 5.25 | 5.80 | 15 | 11.5K | 22.4% | -0.69 | 0.0511 | -0.009 |
| 0.9500 | 1.01 | 62 | 10.6K | 23.6% | 0.24 | 0.0412 | -0.008 | 57.5 | 6.80 | 7.75 | 11.2K | 19.4% | -0.80 | 0.0436 | -0.007 | |
| 0.5600 | 0.5800 | 227 | 9,932 | 23.3% | 0.16 | 0.0324 | -0.006 | 60 | 9.35 | 10.05 | 3,830 | 22.5% | -0.88 | 0.0328 | -0.005 | |
| 0.3300 | 0.3500 | 175 | 3,210 | 23.5% | 0.10 | 0.0238 | -0.004 | 62.5 | 11.05 | 12.20 | 1,807 | -0.94 | 0.0304 | -0.004 | ||
| 0.1800 | 0.2100 | 143 | 4,631 | 23.6% | 0.07 | 0.0168 | -0.003 | 65 | 13.40 | 14.80 | 904 | -0.99 | 0.0090 | -0.006 | ||
| 0.1100 | 0.1300 | 44 | 3,770 | 24.0% | 0.04 | 0.0116 | -0.002 | 67.5 | 15.60 | 17.30 | 5 | -1.00 | 0.0000 | -0.006 | ||
| 0.0700 | 0.0800 | 9 | 5,549 | 24.6% | 0.03 | 0.0081 | -0.002 | 70 | 18.15 | 20.50 | 2 | -1.00 | 0.0000 | -0.006 | ||
| 0.0100 | 0.1300 | 1,016 | 26.5% | 0.02 | 0.0059 | -0.001 | 72.5 | 19.90 | 22.15 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1200 | 3,284 | 28.0% | 0.02 | 0.0045 | -0.001 | 75 | 22.40 | 24.95 | -1.00 | 0.0000 | -0.006 | ||||
显示的行权价:标的价格 ±50% 范围内。内在价值 = max(0, 价格 − 行权价)(call)或 max(0, 行权价 − 价格)(put);时间价值 = 期权价格 − 内在价值。 希腊字母及隐含波动率来自交易所数据源的计算结果。